Using counterfactual simulations to assess the danger of contagion in interbank markets /
by Christian Upper.
Main Author: | Upper, Christian. |
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Language(s): | English |
Published: |
Basel : Bank for International Settlements, Monetary and Economic Dept., c2007. |
Subjects: |
Liquidity (Economics)
>
Liquidity (Economics) /
Econometric models.
Bank failures > Bank failures / Econometric models. Default (Finance) > Default (Finance) / Econometric models. Bank loans > Bank loans / Econometric models. |
Note: |
"August 2007." |
Physical Description: |
vii, 18 p. :
ill. ;
30 cm.
|
Locate a Print Version: |
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Viewability
Item Link | Original Source |
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Limited (search only) | Indiana University |